New Feature

  • [CPPCMEFAST-558] - Ability to define order book depths for the instruments whose definitions were not previously received.


  • [CPPCMEFAST-555] - Skip processing instruments whose snapshots were not received during order book resynchronization.
  • [CPPCMEFAST-532] - Add information about price format to Programming Guide


  • [CPPCMEFAST-547] - Broken links in C++ CME FIX/FAST Market Data Handler: Programming Guide